home Finance Books Фінансовий менеджмент банку - Primostka L.O.

Фінансовий менеджмент банку - Primostka L.O.

3.3. METHODS OF MANAGEMENT BY CREDIT RICKS

Loan rizik viznachaetsya dovmovnistyu addition, but the poshchalnik not zmozhe abo do not want vikonati sobi zobov zazhdno z creditnomu please. Managing the credit risk to the bank zdіysnyuetsya in two places rivnyakh vidpodіdno to the causes of yogo viknennya - on the rivnyi kozhnoi okremoї taki ta on the credit portfolio in the capital.

The main causes of credit crunching in the regions are:

• Nezdatnіst poshchalnika to zaprjannja adequate penny to a stream;
• Ризик ліквідності застави;
• Moral eti etichnnye characteristics of the poshchalnik.

To chinnikiv, yakі zbіlshyt 'risik credit portfolio to the bank, lay down:

• Надмірна концентрація - зсередження loans in one sector of the economy;
• Надмірна диверсифікація, яка призводить до погіршення Anchor management for the visibility of the availability of the viscous documents in the façades of knowledge of the specialties of the bailegos of the economy;
• Currency risk of the loan portfolio;
• The structure of the portfolio, yakzsoo vin lehshe zharakhuvanyam need klієntіv, and not the bank itself;
• Рівень кваліфікації personnel to the bank.

Methods of management of credit risk are summarized in two groups: 1) the method of managing credit risk on the basis of the environment; 2) methods of managing credit risk on the loan portfolio to the bank.

Until the first group of methods, lay down:

1) analiz of the creditworthiness of the posadnik;

2) Analyze that loan to a loan;

3) structure of the pose;

4) documenting of credit operations;

5) control over the lending of the loan is made by the camp.

The specialty of the methodical methods is the non-adherence of the last posturing, the one-hour stink is the stage for the crediting process. Yaksho on the leather market before the credit spivobitnikom put zavdannya mіnimizatsii credit risk, then rightly rozglyadati etapi creditwas the method of managing the risky okremo position.

Methods of managing the risk of loan portfolio to the bank:

1) diversification;

2) lіmіtuvannya;

3) securitization of reserves for vidstokduvannya vtat for lending operations komercitsnykh bankov.

The scheme of classification of methods for managing credit risk is unaggregated in Fig. 3.2.

Fig. 3.2. The scheme of classification of methods for managing credit risk

METHODS OF MANAGED BY CREDIT PORTFOLIO RICH BANK

Diversification

The method of diversification of deposits in the credit portfolio of a wide range of colleges is based on one item, one for the characteristics (rozmіr kapitalu, the form of power), and one for the needs of the economy (a halo of economics, a geographic region). I see three visions of diversification - galuzevu, geografichnu that portfolio.

Галузева диверсифікація означає розподіл кредиів між клієнтами, які здійснють діяльність у різних галузях економіки. For znizhennya zagalnogo risky portfolio virishalne znachennia moe dobir galuzey, yakiy povinen ґruntuvatisya on the results of statistical doslenie. Nayvshij efekt reach the various positions of the pozhalnikov, kotrі pritsyuyut at galuzah z protiilezhimi phases kolivan dіlovogo tsiklu. In addition to the correlative analysis, one can imagine that there are gaps in some form of dia- nality in the world to be found in a hostile economy. Yakshto one galuz perebuvaє na stadії ekonomichnogo growth, then іnsha experienced a stadіy recession, and in the hour їх posіїії змінються на протилежні. Тоді зниження доходів від однієї групи клієнтів Compensate for pensions of income from від іншої групи, що допомагає стабілізувати доходи банку і сутєво знизити ризик.

Geographically, diversification of the field of credit in resources of credit resources by post-workers, yoki perebuvayut in regional regions, geographic directions, territories with rare economic problems. The geographic diversification of the method of znenzhennya credit risk is available for large banks, yakі mayut rozgaluzhenu metzhu fіlіy ta vіddіlen na znachnіy teritorії. Tse допомагає нівелювати вплив кліматичних та weather minds, політичних та економічних потрясінь, які впливають на кредиспроможність позичальників. Small banks zastosovuyte method geograficheskoi diversifikatsii zdebylshogo in the process of formulating a portfolio of private paperms, but allow zniziti zagalny rizik bank.

Portfolio diversification means a rososeverting loan in a number of categories of positivnikov - great and middle companies, small business benefits, phisical persons, urodavimi that huge organizations, home governments, in fact. Credits, nadanі at spheres of small business, it is often necessary to apply a risk of risk, hocha y majut vyushchy rіvenь dohіdnostі. Soi poschalniki often obmezheni viborі creditor, the bank can dictate the nature of credit cards. Yaksho pozhchalnikom є great company, then the credit risk otsynyuyutsya yak uncommon, aye dokhidnost such a loan is not large.

Іноді bank надає credit відомій у світі компанії за rates, які not bring yomu прибутків. Ale is held under subordination of operations to the popularity of the rating to the bank. Overgrowth of insignificant banks does not mend zmogi widely zastosovuvati method of portfolio diversification, but to bring up pizdvizchennia rizikovostі їх credit portfolio. Takі portfolio, molded at the front for the razhnok nadannya loans to small businesses, and takozh spozhivchih credit, characterized by a vivifying rivnem дохідності порівняно із середніми та великими банки. Portfolio diversifikatsiya допомагає збалансувати ризик і дохідність a loan portfolio to the bank.

Method diversifikatsii slіd zastosovuvati zvazheno that oberezhno, spirajuchys on statistical analiz and prognozuvaniya, vrahovoyuchi mozhnosty to the bank і, nasampered, rіven pіdgotovki kadrіv. Diversifikatsiya require professional management of that glybok znannya rinku. Same nadmіrna diversifikatsya do not bring up zmenshennia, but before zrostanya credit risk. Ajshe naivit great bank not zavzhdi moe dostatnu kilkist vysokokvalitali fahivtsiv, kotr volodyiut glibokimi znannami in bagaotokh galuzah ekonomiki, know the specifics of the geographic geographic areas, the practical use of robots in the various categories of poshavilnikov.

Concentration

Concentration є ponjattyam, protilezhnym for ekonomichnym zmistom diversifikatsii. Concentration of the loan portfolio means the number of credit operations to the bank in the past few months in the group of interconnected galusies, geographic treads, credit credits for the first categories of klієntіv. Concentration, yak i diversifikatsiya, mozhe bouti galuzeva, geografichna and portfolio.

Formuyuchi loan portfolio, slid dodurzhuvati pivnogo rivnya kontsentriya, oskilki kozhny bank pratsyue in a particular segment of the market and specialize in the services of the pevni klієnuri. Vodochas nadmіrna kontsentіія pіvishchu pіvishchu rіven a credit risk. Often banks concentrate their own credit portfolio in the most popular sectors of the economy, such as energy, naphtha and gas promises, and non-profit businesses. Yak pokazuє mіzhnarodnyy dosvіd, Same nadmіrna concentration of the loan portfolio became the reason for the financial crisis in the bankruptcy of a number of banks in the rozvineny kraїnas in the 70's and 80's.

Viznachennya optimal spіvvіdnoshennya mіzh rіvnyami diversifіkatsії kontsentratsії that banks' loan portfolio Je zavdannyam, yak Got virіshuvati management of cutaneous bank fallow od obranoї strategії, mozhlivostey that konkretnoї ekonomіchnoї situatsії.

Installed lіmіtіv

Lіmіtuvannya, yak method of managing the credit risk, polygas at the maximum permissible rozmіrіv nadanih pozk, scho permissibility obmezhiti risik. Zavdiaki vestanovlennuyu lіmіtіv lending to banks to manage to uniquely criticize the waste in the course of an uninformed concentration, be it a kind of risky, and so diversify the loan portfolio and secure the stabilization. Lіmіti mozhut ustanovlyuvatisya for species kreditіv, kategorіyami pozichalnikіv abo GROUP vzaєmopov'yazanih pozichalnikіv for loans in the Branch okremі, geografіchnі teritorії for naybіlsh rizikovimi napryamkami kredituvannya such yak nadannya dovgostrokovih pozik, kredituvannya in іnozemnіy valyutі toscho. Лімітування використовується для визначення повноважень крединих працівників різних рангів schodog rozmіrіv наданих позик. The credit risk to the bank is to be interimed with the established loans of the fictitious loan portfolio, replacing the amount of credit resources with the bank and the bank.

Lіmіti viznachayutsya yak maximum allowable rozmіr poziki chi napryamku kredituvannya virazhayutsya yak i in absolute limit values ​​(scrip credit penny in virazhennі), so i have vіdnosnih pokaznikah (koefіtsієnti, іndeksi, regulations). For the base, the hour of the development of the normative standards, you can marry the capital to the bank, the loan portfolio, the currency of the balance, and those showers. Наприклад, ліміт кредитування позичальників певної галузі може бути визначений yak maximum sukupnyi rozmіr groshovyh koshtіv abi yak vidnoshenny sumi kredytіv at galuz up to the size of the loan portfolio.

Перш ніж визначати ліміти кредитування, потрібно ідентифікувати основні spheri та фактори ризику. For різних банків, окремих країн і регіонів ключові spheri risiku відізнятиммуться. I will look at the specific bank statements in the loan portfolio.

Lіmіtuvannya yak method znizhennya credit riziku widely zastosovuyutsya yapitsy yak on rіvnі okremogo komertsіynogo bank, and і on рівні банівськоїї systems in the culm. Management Bank viznachati obmezhennia zgіdno z vobnou credit polityu ta uroahuvannyaem concrete situatsii. Organi banki visco in the bugatokh kraїnah lіmіtuvannam regulyuyut dіyalnіst bankov, zokrema krednnu, obnavlyayuchi obovyazkovy lіmіti, yakі zdebіlshogo virazhenі u vidnosnikh magnitudes. The butt can be serviced by the NBU standard "Maximum rozmіr riziku per one poschalnik" (Н8) та інші обмеження щодо кредитної діяльності банків (дод. 10).

Reservation

Створення резервв для відшкодування втрат за кредитними операціями комерційних банків як The method of managing the credit risk of the field is in the Akumulyatsiya part of the koshtiv on a special camp for compensating untrusted loans. Formvaniya reserve є one iz method of znizhennya credit risk on the bank, servuyuchi for zahistu deposits, creditors and those accidents. One-hour reserve for credit operations is to increase the stability and stability of the banking system in the future.

Tsey pіdhіd bazuєtsya on one s printsipіv mіzhnarodnih standartіv buhgalterskogo oblіku that zvіtnostі - printsipі oberezhnostі, zgіdno s Yakima banks toil otsіnyuvati yakіst svoїh Credit portfelіv to date zvіtnu s Look mozhlivih vtrat for credit operatsіyami. For pokrtya tsikh vtat perebachaetsya sekretnya spetsialnogo reserve pererahunkom part koshtiv bank for okremiy bookkeeping rahunok, z yakogo in times unconfirmed credit is written off in the amount of money. Yakshto such a reserve is not molding, then it's time for credit operations to go to the bank for a bank. Significant rozmіri of credit risks can be summoned up to the time when capital and bankruptcy is given to the bank. Separate, securitization special reserve for pokrittya nerozpiznannih credit risks russia to help unite negative vplyu on rozmіr main capitals і є і зі зімів self-insured bank.

The process of formulating the reserve is to begin with the loan of the loan portfolio to the bank - credit agreements. For the short-term critiques, the credit of the loan is to be reduced to one number of groups (categories), differentiation for the credit risk, and rozmіramy mozhlivyh vtat. Naraukhuvannya up to the reserve zdіysnayutsya for vozstanovleniyami for kozhno grupi norms vidrahuvan, viznacheniyami u vidtsotkovomu vidnoshennі up to sumy kredіvіv danoі grupi. Kriterії otsіnki kreditіv, Quantity kategorіy that rozmіri vіdrahuvan for cutaneous kategorієyu on mіzhnarodnomu rіvnі not standartizovanі, that the central bank viznachayutsya kozhnoї Kraina samostіyno fallow od ekonomіchnih minds that situatsії i mozhut Buti pereglyanutі s hour.

Після класифікації кредиів та визначення розміру Special reserve for pokrtya vtrat for lending operations Required formulate reserve for rahunok singers dzherel. Viznachennya dzherel formvannya reserve - one of the most common problems in banknotes practice. Zgіdno z mіzhznarodnymi standards reserve priinyato form for rahunok pribudku to obodotkuvannya, scho permissive zmenshti rozmіri obodotkovuvanii basing on sumu vidrahuvan up to reserve і знижує size податків. Zavdjaki to such entry of banks distajut the incentive for vedrajnja vidrahuvan ta formavannya a reserve in pogochnoj objazi.

Al at the time of the vicinities of the fact that banks can not be hoarded for payment of taxes to the budget, but also undercharge of the loan portfolio, and vychyuchi vidrahuvannya to the reserve. In practice, the process is regulated by the rinky vedosinami, okkilki zavischenya reserve zmenshuyu not deprived of a tax, and th pributok, scho zalyshaetsya beside rozporyadzhennyi jar. Tse, from his chervon, zmenshuє rozmіr dividіdnnyh wipes, scho negatively vplyl'e on vartіst акцій bank that to bring up відпливу капіталу.

Zauvazhimo, scho such a glance unikuti viplat podatkiv vdaetsya lisha the extent of the active period. Yaksho risik not vypravdavsya і loan boulo turned, then the pributok u Maybutnomu periodi zbіlshuyutsya vіdpііdnu sumu.

There is a special reserve, a form for the rakhunok pribudku up to obodotkatvannya, banks stvonyutyut zagalny reserve, dzherle formvannya yakogo œ clean up pribudok. Stvorennya that vichoristan zagalnogo reserve to be regulated by the strict legislation of the skin. Zdebіlshogo Costa zagalnogo reserve spryamovuyutsya on pokrittya vtrat for loans, SSMSC vinikli s blame the bank for vіdshkoduvannya vessels vitrat on pokrittya vtrat in Povny obsyazі, Yakscho koshtіv spetsіalnogo reserve for tsogo viyavilosya nedostatno.

By the transition to the international standards of the region in the Ukrainian banking system, from 01.01.98 the procedure of formulating the reservoir of maximum proximity to the international rules. A special reserve is made for the rakhunka vitrat to the bank, and zagalny - for a rainy flock of pure affluence. The methodology of the anchoring of the loan portfolio is that of reserves, zastosovanu vitschiznyany practice, rozglyanuto in pidrozd. 3.5.